NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 31-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
49.61 |
48.25 |
-1.36 |
-2.7% |
50.85 |
| High |
49.81 |
48.74 |
-1.07 |
-2.1% |
50.98 |
| Low |
48.42 |
46.63 |
-1.79 |
-3.7% |
48.42 |
| Close |
48.70 |
46.86 |
-1.84 |
-3.8% |
48.70 |
| Range |
1.39 |
2.11 |
0.72 |
51.8% |
2.56 |
| ATR |
1.38 |
1.43 |
0.05 |
3.8% |
0.00 |
| Volume |
550,081 |
649,237 |
99,156 |
18.0% |
2,949,750 |
|
| Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.74 |
52.41 |
48.02 |
|
| R3 |
51.63 |
50.30 |
47.44 |
|
| R2 |
49.52 |
49.52 |
47.25 |
|
| R1 |
48.19 |
48.19 |
47.05 |
47.80 |
| PP |
47.41 |
47.41 |
47.41 |
47.22 |
| S1 |
46.08 |
46.08 |
46.67 |
45.69 |
| S2 |
45.30 |
45.30 |
46.47 |
|
| S3 |
43.19 |
43.97 |
46.28 |
|
| S4 |
41.08 |
41.86 |
45.70 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.05 |
55.43 |
50.11 |
|
| R3 |
54.49 |
52.87 |
49.40 |
|
| R2 |
51.93 |
51.93 |
49.17 |
|
| R1 |
50.31 |
50.31 |
48.93 |
49.84 |
| PP |
49.37 |
49.37 |
49.37 |
49.13 |
| S1 |
47.75 |
47.75 |
48.47 |
47.28 |
| S2 |
46.81 |
46.81 |
48.23 |
|
| S3 |
44.25 |
45.19 |
48.00 |
|
| S4 |
41.69 |
42.63 |
47.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.93 |
46.63 |
4.30 |
9.2% |
1.49 |
3.2% |
5% |
False |
True |
595,117 |
| 10 |
52.22 |
46.63 |
5.59 |
11.9% |
1.32 |
2.8% |
4% |
False |
True |
571,166 |
| 20 |
52.22 |
46.63 |
5.59 |
11.9% |
1.30 |
2.8% |
4% |
False |
True |
444,382 |
| 40 |
52.22 |
43.77 |
8.45 |
18.0% |
1.47 |
3.1% |
37% |
False |
False |
303,152 |
| 60 |
52.22 |
43.38 |
8.84 |
18.9% |
1.47 |
3.1% |
39% |
False |
False |
229,841 |
| 80 |
52.22 |
41.58 |
10.64 |
22.7% |
1.46 |
3.1% |
50% |
False |
False |
189,563 |
| 100 |
52.82 |
41.58 |
11.24 |
24.0% |
1.53 |
3.3% |
47% |
False |
False |
166,265 |
| 120 |
53.62 |
41.58 |
12.04 |
25.7% |
1.47 |
3.1% |
44% |
False |
False |
147,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.71 |
|
2.618 |
54.26 |
|
1.618 |
52.15 |
|
1.000 |
50.85 |
|
0.618 |
50.04 |
|
HIGH |
48.74 |
|
0.618 |
47.93 |
|
0.500 |
47.69 |
|
0.382 |
47.44 |
|
LOW |
46.63 |
|
0.618 |
45.33 |
|
1.000 |
44.52 |
|
1.618 |
43.22 |
|
2.618 |
41.11 |
|
4.250 |
37.66 |
|
|
| Fisher Pivots for day following 31-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.69 |
48.35 |
| PP |
47.41 |
47.85 |
| S1 |
47.14 |
47.36 |
|